ARFIMAmultifilter-class {rugarch} | R Documentation |
class: ARFIMA Multiple Filter Class
Description
Class for the ARFIMA Multiple filter.
Slots
filter
:Object of class
"vector"
desc
:Object of class
"vector"
Extends
Class "ARFIMA"
, directly.
Class "rGARCH"
, by class "ARFIMA", distance 2.
Methods
- fitted
signature(object = "ARFIMAmultifilter")
: Extracts the fitted values.- residuals
signature(object = "ARFIMAmultifilter")
: Extracts the residuals. Optional logical argumentstandardize
(default is FALSE) allows to extract the standardized residuals.- coef
signature(object = "ARFIMAmultifilter")
: Extracts the coefficients.- likelihood
signature(object = "ARFIMAmultifilter")
: Extracts the likelihood.- show
signature(object = "ARFIMAmultifilter")
: Filter summary.
Author(s)
Alexios Ghalanos
[Package rugarch version 1.5-1 Index]